Projects per year
Personal profile
Biography
Giovanni is a Professor at the Department of Economics.
He completed a Ph.D. in Economics and Econometrics at the University of York (UK). Before joining Monash University, he held positions at the School of Business and Economics of the University of Exeter, at the Department of Economics of the University of Glasgow, and at the Department of Economics and Management of the University of Padua.
His main research interests are in the fields of macroeconomics and time series econometrics. His research has been published, among others, in: Journal of Econometrics, Journal of Monetary Economics, Economic Journal, Journal of Applied Econometrics.
More information can be found on his personal webpage.
Research interests
Applied Time Series Econometrics, Macroeconomics
Supervision interests
Measuring uncertainty
Estimating the macroeconomic effects of financial and uncertainty shocks
The interaction of fiscal and monetary policy
The determinants of systemic crises
Multi-layer factor models
Monash teaching commitment
Monetary Economics
Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Uncertainty, financial frictions and the Australian business cycle
Caggiano, G., Castelnuovo, E. & Modugno, M.
Australian Research Council (ARC)
28/06/19 → 27/06/22
Project: Research
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The macroeconomic effects of global uncertainty
Castelnuovo, E. & Caggiano, G.
4/05/17 → 31/12/18
Project: Research
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Uncertainty and monetary policy in good and bad times: a replication of the vector autoregressive investigation by Bloom (2009)
Caggiano, G., Castelnuovo, E. & Nodari, G., Jan 2022, In: Journal of Applied Econometrics. 37, 1, p. 210-217 8 p.Research output: Contribution to journal › Article › Research › peer-review
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Financial uncertainty and real activity: the good, the bad, and the ugly
Caggiano, G., Castelnuovo, E., Delrio, S. & Kima, R., Jul 2021, In: European Economic Review. 136, 14 p., 103750.Research output: Contribution to journal › Article › Research › peer-review
2 Citations (Scopus) -
Matching biodiversity indicators to policy needs
Stevenson, S. L., Watermeyer, K., Caggiano, G., Fulton, E. A., Ferrier, S. & Nicholson, E., Apr 2021, In: Conservation Biology. 35, 2, p. 522-532 11 p.Research output: Contribution to journal › Article › Research › peer-review
6 Citations (Scopus) -
Uncertainty shocks and the great recession: nonlinearities matter
Caggiano, G., Castelnuovo, E. & Pellegrino, G., Jan 2021, In: Economics Letters. 198, 5 p., 109669.Research output: Contribution to journal › Article › Research › peer-review
4 Citations (Scopus) -
Economic policy uncertainty spillovers in booms and busts
Caggiano, G., Castelnuovo, E. & Figueres, J. M., Feb 2020, In: Oxford Bulletin of Economics and Statistics. 82, 1, p. 125-155 31 p.Research output: Contribution to journal › Article › Research › peer-review
29 Citations (Scopus)